quantlib

The QuantLib C++ library

Run the following Vcpkg command to install the port.

vcpkg install quantlib

The package quantlib provides CMake targets:

find_package(QuantLib CONFIG REQUIRED)
target_link_libraries(main PRIVATE QuantLib::QuantLib)

• boost-accumulators

  All
• boost-algorithm

  All
• boost-any

  All
• boost-array

  All
• boost-assert

  All
• boost-assign

  All
• boost-atomic

  All
• boost-bind

  All
• boost-config

  All
• boost-core

  All
• boost-date-time

  All
• boost-dynamic-bitset

  All
• boost-format

  All
• boost-function

  All
• boost-functional

  All
• boost-iterator

  All
• boost-lexical-cast

  All
• boost-math

  All
• boost-multi-array

  All
• boost-multiprecision

  All
• boost-optional

  All
• boost-preprocessor

  All
• boost-random

  All
• boost-serialization

  All
• boost-signals2

  All
• boost-smart-ptr

  All
• boost-thread

  All
• boost-tuple

  All
• boost-type-traits

  All
• boost-ublas

  All
• boost-unordered

  All
• boost-utility

  All
• vcpkg-cmake

  All
• vcpkg-cmake-config

  All